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Bundle method for non-convex minimization with inexact subgradients and function values

Dominikus Noll(noll***at***mip.ups-tlse.fr)

Abstract: We discuss a bundle method to minimize non-smooth and non-convex locally Lipschitz functions. We analyze situations where only inexact subgradients or function values are available. For suitable classes of non-smooth functions we prove convergence of our algorithm to approximate critical points.

Keywords: non-convex bundle method, inexact sugbradients, inexact function values

Category 1: Convex and Nonsmooth Optimization

Category 2: Convex and Nonsmooth Optimization (Nonsmooth Optimization )

Category 3: Applications -- Science and Engineering (Control Applications )

Citation: To appear in: Computational and Analytical Mathematics. Springer Proceedings in Mathematics

Download: [PDF]

Entry Submitted: 02/03/2012
Entry Accepted: 02/03/2012
Entry Last Modified: 02/03/2012

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